temp_sm

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.819317
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 365.859985 364.518828 396.470318 428.421808 419.420001 25.514981 368.390039 470.449963
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPY 1.183517 365.859985 1719938470.507812 0.369677 0.658465 0.422658
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1596.0716742679447 2394.562465355031
test cv mean error, stdev (10 folds): 1700.9873719195161 2487.2161758737266
sell date: 2022-08-26
expected return: 0.03082891577228148
discounted return: 0.0004401439534897911
quarter return: 1.041314997278352
['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
       totalAssets
SPTM  5.538233e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.310001 44.984943 48.919841 52.854739 51.683968 3.088065 45.507837 57.860099
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SPTM 1.653055 45.310001 10189559.179688 0.388272 0.658826 0.429487
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 26.39443015011375 42.33060200872382
test cv mean error, stdev (10 folds): 28.190469587449293 43.995278330115454
sell date: 2022-06-24
expected return: 0.0031881697120665488
discounted return: 0.0005306571279062311
quarter return: 1.0500182100110305
symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
Empty DataFrame
Columns: []
Index: [MDYG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 59.93 59.511554 65.413016 71.314478 69.046349 4.323319 60.399712 77.692987
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MDYG 0.576598 59.93 4938966.40625 0.256027 0.494117 0.451147
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 85.23639772269706 165.19312907861837
test cv mean error, stdev (10 folds): 92.56630018080855 171.54196196197555
sell date: 2022-08-26
expected return: 0.0825665606849999
discounted return: 0.001150439029544259
quarter return: 1.1115768089611535
symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 78.089996 78.068302 85.071269 92.074236 88.226349 4.474948 79.276452 97.176246
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SLY 1.23276 78.089996 1808137.109375 0.449524 0.532018 0.51304
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 128.19891503159258 187.56519244084865
test cv mean error, stdev (10 folds): 137.6529340216852 194.20506890768053
sell date: 2022-08-26
expected return: 0.05553216397554563
discounted return: 0.0007835685771302447
quarter return: 1.0747199121283104
symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.493072
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 102.349998 106.909959 119.43381 131.957661 112.539048 6.727104 99.08484 125.993256
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDE 0.896641 102.349998 25785341.015625 0.70127 0.621023 0.512979
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 193.7677731049712 221.583932262003
test cv mean error, stdev (10 folds): 212.28907679936142 224.13379569802842
sell date: 2022-09-16
expected return: 0.08375428807508538
discounted return: 0.0008940795155263359
quarter return: 1.0856930794222732
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 177.059998 176.153403 185.845715 195.538026 194.674128 7.920194 178.833739 210.514517
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VDC 1.413592 177.059998 3264449.609375 0.48903 0.752482 0.355797
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 191.49793193656535 238.745851082634
test cv mean error, stdev (10 folds): 195.94534280335694 249.96392830264483
sell date: 2022-08-12
expected return: 0.03143809793375523
discounted return: 0.000562959129874141
quarter return: 1.05314156831591
['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 141.440002 142.694749 156.469524 170.244299 158.564286 5.736683 147.09092 170.037651
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VPU 1.250581 141.440002 5031661.71875 0.451674 0.569436 0.290073
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 259.9034906540192 631.2667178516772
test cv mean error, stdev (10 folds): 285.0033235881872 656.8252840066117
sell date: 2022-07-01
expected return: 0.027129150570113128
discounted return: 0.0020611734744100385
quarter return: 1.2085639054177761
symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.699997 86.580768 94.91381 103.246851 101.788572 7.189885 87.408801 116.168343
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VNQ 1.231534 87.699997 102932828.515625 0.296727 0.445676 0.39584
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 153.2875079647354 322.629599094974
test cv mean error, stdev (10 folds): 167.13348045205254 335.2462185851425
sell date: 2022-06-24
expected return: 0.0111910288254991
discounted return: 0.0018565333214504154
quarter return: 1.186066906548252
['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 162.800003 163.360294 181.546031 199.731768 187.277779 8.558355 170.161068 204.394489
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VAW 1.040096 162.800003 2683599.21875 0.553392 0.650248 0.42433
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 287.23751313112285 405.64150284452705
test cv mean error, stdev (10 folds): 311.01948369562194 418.06474197616075
sell date: 2022-06-24
expected return: 0.004089425305517939
discounted return: 0.0006804124310113568
quarter return: 1.0645760631024417
['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.748669
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 220.210007 218.770447 234.353333 249.93622 243.78492 11.544258 220.696404 266.873435
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VHT 1.223885 220.210007 5367987.5 0.406751 0.629182 0.332826
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 387.9568238844809 524.4913709408372
test cv mean error, stdev (10 folds): 393.7137244490932 549.759724911708
sell date: 2022-08-26
expected return: 0.026686021891953758
discounted return: 0.00038175633782833174
quarter return: 1.0357386884983228
symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 159.809998 159.424409 172.598254 185.772099 181.362857 9.892736 161.577386 201.148329
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIS 0.869685 159.809998 3372254.101562 0.42518 0.484643 0.470479
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 486.58909178923807 806.4213628968904
test cv mean error, stdev (10 folds): 522.7693321375955 837.2262819272948
sell date: 2022-08-26
expected return: 0.07072829370193244
discounted return: 0.0009909118646891368
quarter return: 1.0953990802028737
['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 75.849998 74.907534 82.472858 90.038182 86.832222 5.55532 75.721582 97.942862
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VFH 1.270717 75.849998 16520124.609375 0.43829 0.480904 0.491635
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 103.91259097266037 124.62466110347374
test cv mean error, stdev (10 folds): 110.84484082160967 128.66951616118322
sell date: 2022-08-26
expected return: 0.03734246958725943
discounted return: 0.000531476329203473
quarter return: 1.0500973072034847
['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  6.015592e+09
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 225.869995 218.39857 242.946031 267.493493 271.133333 28.125894 214.881544 327.385121
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VCR 1.292819 225.869995 2596418.164062 0.205768 0.641228 0.473825
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 1227.2625867433308 1850.6109950855653
test cv mean error, stdev (10 folds): 1337.1748449148467 1906.3986106358361
sell date: 2022-08-05
expected return: 0.022549355093616153
discounted return: 0.00046466785822185663
quarter return: 1.0436659989392758
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 319.809998 313.391914 345.179842 376.96777 371.755716 29.840347 312.075022 431.43641
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VGT 1.152846 319.809998 14308852.539062 0.262275 0.685573 0.43018
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 1350.1937524747425 1233.3593118738447
test cv mean error, stdev (10 folds): 1427.6803934086076 1267.7723568829572
sell date: 2022-08-26
expected return: 0.029917728102310377
discounted return: 0.00042732205030437953
quarter return: 1.0400879025143952
['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 92.860001 91.464788 99.415079 107.365371 107.439841 9.28909 88.861661 126.018022
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VOX 1.840996 92.860001 4644931.835938 0.059723 0.708136 0.512969
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 132.73275261524898 122.26498789018537
test cv mean error, stdev (10 folds): 142.3400341352579 124.21071407836422
sell date: 2022-08-26
expected return: 0.03913797468058946
discounted return: 0.0005565533538955947
quarter return: 1.0525214487932193
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 64.230003 64.240713 64.712222 65.183731 62.082857 3.916774 54.249309 69.916406
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ACC 2.134689 64.230003 27009982.03125 0.97101 0.978004 0.420279
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 60.642639735705025 138.48010206763325
test cv mean error, stdev (10 folds): 66.26512803918772 144.03706611000356
sell date: 2022-09-02
expected return: 0.03505054443547022
discounted return: 0.0004533956570731412
quarter return: 1.0425847300311661
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 35.939999 35.942037 36.098889 36.25574 35.883651 0.243988 35.395675 36.371626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MTOR 1.664475 35.939999 15456103.320312 0.980154 0.319063 0.43585
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 25.6577956661307 21.94288210655703
test cv mean error, stdev (10 folds): 25.48458221566256 23.006729134494705
sell date: 2022-07-22
expected return: 0.007027295240149348
discounted return: 0.0002059835314216496
quarter return: 1.0191291961681108
['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.130001 31.878985 32.19127 32.503555 31.861111 0.826432 30.208246 33.513976
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TVTY 1.643789 32.130001 10900973.046875 0.966327 0.518794 0.448871
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 18.832273159328107 14.82782242206309
test cv mean error, stdev (10 folds): 19.95898731265599 15.095907291112304
sell date: 2022-08-12
expected return: 0.1079495624980691
discounted return: 0.0018655755899170678
quarter return: 1.1870521583499438
['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.860001 81.144325 89.856826 98.569327 85.566191 4.220089 77.126013 94.006368
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
BANF 1.135864 94.860001 2480755.664062 0.965783 0.955166 0.536352
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 111.50551170140808 87.12429032631042
test cv mean error, stdev (10 folds): 118.63569927616723 88.26365129697162
sell date: 2022-07-15
expected return: 0.03529283754210271
discounted return: 0.0012854299586051443
quarter return: 1.1254507409938612
symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 830.5 830.573879 833.250157 835.926435 838.613332 7.460501 823.69233 853.534333
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
Y 1.56538 830.5 1623886.71875 0.919536 0.382688 0.459685
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 7631.678194921006 8525.17992894668
test cv mean error, stdev (10 folds): 8115.112660936892 8822.79373150435
sell date: 2022-09-23
expected return: 0.048191485489301494
discounted return: 0.0004853371644830684
quarter return: 1.0456515534388278
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.811968    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4649520640         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM     1.97168                     0.826786       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832    5.38993  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 208.309998 186.953267 199.289207 211.625148 191.30127 7.50937 176.282531 206.320009
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SAFM 1.334104 208.309998 5061001.171875 0.98121 0.675913 0.476629
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 435.2291373950711 593.8337514572537
test cv mean error, stdev (10 folds): 459.8900889755355 617.4241844443804
sell date: 2022-07-29
expected return: 0.061345639828649975
discounted return: 0.001453190824913575
quarter return: 1.1429315637377364
['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 34.200001 33.571564 34.29746 35.023356 34.252857 0.376732 33.499393 35.006321
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SJI 0.791297 34.200001 26850614.0625 0.934426 0.172286 0.415691
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 8.124430864976208 7.859130323649861
test cv mean error, stdev (10 folds): 8.673775444676817 8.038839881457797
sell date: 2022-09-23
expected return: 0.07074744632653288
discounted return: 0.0007049592182830633
quarter return: 1.0669812487020625
['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 60.720001 58.693247 66.262412 73.831578 61.742857 5.236883 51.269091 72.216623
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LNTH 1.823238 60.720001 14149384.179688 0.79355 0.965336 0.533209
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 44.121354337395516 56.91591689801364
test cv mean error, stdev (10 folds): 42.361418181092105 59.40785114689257
sell date: 2022-09-16
expected return: 0.1800496321347453
discounted return: 0.001841209601158189
quarter return: 1.1843990699903681
['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 259.380005 254.172765 260.19492 266.217074 267.576983 6.298768 254.979447 280.17452
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROG 0.980653 259.380005 3248345.898438 0.91539 0.71811 0.478768
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 1011.9720205308873 1503.6247098356337
test cv mean error, stdev (10 folds): 1106.8166911249887 1545.323948041598
sell date: 2022-09-09
expected return: 0.14190933655058566
discounted return: 0.001600094667310037
quarter return: 1.1584594486327053
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 17.52 16.247353 18.072381 19.897408 15.954921 1.924943 12.105034 19.804807
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
TWI 1.389288 17.52 10530212.5 0.876816 0.791457 0.500704
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 4.439775802839138 6.248313481812491
test cv mean error, stdev (10 folds): 4.8683349916931045 6.397286243638341
sell date: 2022-09-23
expected return: 0.07393593644399346
discounted return: 0.0007356348262002044
quarter return: 1.0699945156676762
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 32.98 27.175062 35.668889 44.162716 29.964286 5.34115 19.281986 40.646585
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PBF 0.835417 32.98 92668774.023438 0.721917 0.581704 0.554972
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 32.038762875971365 24.823205544629364
test cv mean error, stdev (10 folds): 30.715007940527464 25.66193856379463
sell date: 2022-06-24
expected return: -0.0020116142087656815
discounted return: -0.00033555039405674947
quarter return: 0.9695959731896322
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 40.150002 35.915072 38.024936 40.134801 35.226667 2.439389 30.347888 40.105445
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GO 1.191531 40.150002 21744971.289062 0.687007 0.173605 0.403873
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 23.788531206490646 17.28678832661115
test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287
sell date: 2022-07-22
expected return: 0.12731751345756498
discounted return: 0.0035309523740507665
quarter return: 1.383028215501882
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 33.0 32.411108 34.624444 36.837781 29.692222 4.042801 21.60662 37.777824
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
HRB 0.963511 33.0 54249330.46875 0.83894 0.727369 0.435637
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 6.864337358781724 6.361525229667524
test cv mean error, stdev (10 folds): 7.292313812783581 6.519289102108811
sell date: 2022-09-23
expected return: 0.009337346986027248
discounted return: 9.581926498625215e-05
quarter return: 1.0088539161473173
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 189.199997 179.517829 194.02619 208.534551 172.712063 17.04983 138.612402 206.811723
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
AZPN 0.677612 189.199997 9413646.875 0.817172 0.799656 0.381343
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 489.4540936599291 509.7460759152572
test cv mean error, stdev (10 folds): 536.2814275352382 511.57056536040994
sell date: 2022-08-05
expected return: 0.2661300003111649
discounted return: 0.00492804063567176
quarter return: 1.571870416378217
['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 46.150002 47.268535 52.341873 57.415211 46.69127 6.413974 33.863321 59.519218
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
CEIX 1.548727 46.150002 10292389.84375 0.762563 0.855686 0.521917
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 36.226316557030934 60.30280617250171
test cv mean error, stdev (10 folds): 36.226316729288946 60.302806152572394
sell date: 2022-09-16
expected return: 0.7036936565173771
discounted return: 0.005937542553579478
quarter return: 1.7239852264024262
['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 185.919998 185.696223 186.664367 187.632511 178.031091 10.476157 157.078776 198.983405
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PSB 2.540601 185.919998 2723370.898438 0.951471 0.840486 0.47672
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 369.7291505378658 494.7604441540329
test cv mean error, stdev (10 folds): 405.8531642165337 504.88840653275463
sell date: 2022-08-05
expected return: 0.023281227640003843
discounted return: 0.0004795806707851291
quarter return: 1.0450981925897287
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 300.570007 299.443248 318.421081 337.398913 317.445859 10.066372 297.313115 337.578604
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MCK 1.048139 300.570007 22868822.070312 0.803327 0.997242 0.461301
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 416.2961240320314 356.83690933620187
test cv mean error, stdev (10 folds): 436.74552730928997 368.0569226795546
sell date: 2022-09-16
expected return: 0.046541129061126806
discounted return: 0.0005055784691911924
quarter return: 1.0475996138910328
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 30.93 30.835356 31.038381 31.241406 31.187778 0.232375 30.723027 31.652528
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
GCP 1.87078 30.93 8243886.328125 0.913628 0.155232 0.442804
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 8.240075952183021 9.316800361331222
test cv mean error, stdev (10 folds): 8.753590835399823 9.621973499948123
sell date: 2022-09-09
expected return: 0.028888441900735078
discounted return: 0.0003431797990320895
quarter return: 1.032070651240962
['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 66.82 65.019435 68.896032 72.772628 67.946191 1.725853 64.494485 71.397896
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
WRB 1.220256 66.82 24741280.664062 0.845794 0.942554 0.452599
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 34.12905629906457 62.7094766130434
test cv mean error, stdev (10 folds): 37.07787272889841 65.03903137977144
sell date: 2022-09-16
expected return: 0.06826689811901716
discounted return: 0.0007340205271226807
quarter return: 1.0698357333497455
['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 164.020004 159.077845 165.278412 171.47898 162.282857 5.027495 152.227867 172.337847
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
FCN 0.694756 164.020004 6853053.320312 0.888589 0.922824 0.404937
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 113.70673887274339 46.52872638178013
test cv mean error, stdev (10 folds): 109.63913216057483 46.89792400709696
sell date: 2022-09-02
expected return: 0.1364131271629469
discounted return: 0.001684007435712731
quarter return: 1.1674225614352378
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 86.120003 88.433461 96.553809 104.674158 88.917204 6.448671 76.019861 101.814547
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
XOM 1.153813 86.120003 552640281.25 0.738786 0.784328 0.530974
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 135.34507065626053 164.191540840967
test cv mean error, stdev (10 folds): 148.3675284448587 166.70199275545457
sell date: 2022-06-24
expected return: -0.004465247006522599
discounted return: -0.0007455962379439018
quarter return: 0.9336810020601286
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 94.790001 94.21236 94.956032 95.699705 88.233333 5.546632 77.140069 99.326598
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MANT 2.782348 94.790001 4428022.265625 0.833671 0.571232 0.363702
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 79.08240099617208 56.43307468179763
test cv mean error, stdev (10 folds): 75.67083754568336 58.095909388628236
sell date: 2022-09-23
expected return: 0.03804220288704062
discounted return: 0.00038498585922175366
quarter return: 1.0360463507561577
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.709999 36.543497 46.618254 56.693011 41.080159 5.405133 30.269893 51.890424
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
SM 0.640686 39.709999 85332599.609375 0.715458 0.803847 0.471215
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 38.1885741853141 45.77804827643135
test cv mean error, stdev (10 folds): 41.847933605020515 46.45312322423157
sell date: 2022-06-24
expected return: -0.022211695892274834
discounted return: -0.0037366828843222732
quarter return: 0.7086321484394967
['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 45.0 43.432974 51.035714 58.638454 43.785397 6.19363 31.398138 56.172656
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DINO 1.094012 45.0 51433534.179688 0.676181 0.488602 0.560442
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 70.25982738916844 77.80841849754646
test cv mean error, stdev (10 folds): 75.88424653938752 79.44551535924022
sell date: 2022-09-23
expected return: 0.04392420203304192
discounted return: 0.00044326195803545687
quarter return: 1.0416136160961917
symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.980357        3.417        7.842          1.889  233440992   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.31281  10.108109     90646496      0.30828    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90554  Semiconductor Equipment & Materials  1385207808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19934           0     1.19     1.62538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.856183       0.12032      2.814        0.07156   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12739          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61729400       3.37  329281984             5.433  82548000   

     totalRevenue trailingPE  
PLAB    746267008  15.338346  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 19.15 14.678059 19.802381 24.926703 17.249841 2.549321 12.151199 22.348483
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PLAB 2.163783 19.15 10786618.945312 0.729861 0.736899 0.332818
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 4.567473579208203 5.14678224750561
test cv mean error, stdev (10 folds): 4.293159706587295 5.32076774345972
sell date: 2022-07-01
expected return: 0.006554572839609505
discounted return: 0.0005026789957469635
quarter return: 1.0473203431010953
['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 87.290001 89.493723 102.090159 114.686595 92.392331 8.807067 74.778196 110.006465
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MPC 1.221452 87.290001 141817662.109375 0.691764 0.549549 0.514371
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 143.4033947580166 157.92853994777207
test cv mean error, stdev (10 folds): 150.67304260862073 163.8726366020405
sell date: 2022-09-09
expected return: 0.10691313670911945
discounted return: 0.0012245465354387974
quarter return: 1.1191722615273865
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.430392        1.267      174.931         3.92        0.0134   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  38.83845   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84303   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  278272606208        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     5.44   34.015434   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.489974       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         956592000       1.74  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104  44.412212  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 290.899994 284.096885 302.232381 320.367877 296.315556 9.524706 277.266144 315.364968
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
LLY 0.967658 290.899994 70977344.335938 0.829733 0.979741 0.407173
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 404.30063071188147 288.1894769788956
test cv mean error, stdev (10 folds): 433.70233236467345 286.09339973931145
sell date: 2022-09-02
expected return: 0.07317246303165768
discounted return: 0.0009296315831439639
quarter return: 1.0892467217652508
['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 7.482400e+09  7.691900e+09  7.887700e+09   
Capital Surplus                   6.656300e+09  6.833400e+09  6.758000e+09   
Total Liab                        3.745730e+10  3.965120e+10  4.023290e+10   
Total Stockholder Equity          9.330800e+09  8.979200e+09  7.757000e+09   
Minority Interest                 1.312000e+08  1.756000e+08  1.971000e+08   
Other Current Liab                3.135000e+09  3.814100e+09  2.513000e+09   
Total Assets                      4.691930e+10  4.880600e+10  4.818700e+10   
Common Stock                      5.941000e+08  5.963000e+08  5.982000e+08   
Other Current Assets              3.880000e+07  9.900000e+06  5.500000e+06   
Retained Earnings                 9.369400e+09  8.958500e+09  9.639400e+09   
Other Liab                        8.875200e+09  8.674200e+09  1.099380e+10   
Good Will                         3.892000e+09  3.892000e+09  3.884100e+09   
Treasury Stock                   -7.289000e+09 -7.409000e+09 -9.238600e+09   
Other Assets                      6.506600e+09  6.380000e+09  6.122000e+09   
Cash                              2.459200e+09  3.818500e+09  3.788200e+09   
Total Current Liabilities         1.338600e+10  1.505270e+10  1.368200e+10   
Deferred Long Term Asset Charges  2.464900e+09  2.489300e+09  2.625600e+09   
Short Long Term Debt              1.355900e+09  1.539500e+09  1.580000e+09   
Other Stockholder Equity         -7.238500e+09 -7.356300e+09 -9.185900e+09   
Property Plant Equipment          9.102700e+09  8.985100e+09  8.920400e+09   
Total Current Assets              1.696470e+10  1.845240e+10  1.780830e+10   
Long Term Investments             2.970900e+09  3.404600e+09  3.564500e+09   
Net Tangible Assets              -2.043600e+09 -2.604700e+09 -4.014800e+09   
Short Term Investments            1.091000e+08  9.010000e+07  3.710000e+07   
Net Receivables                   7.763600e+09  8.112500e+09  6.992300e+09   
Long Term Debt                    1.519610e+10  1.538700e+10  1.555710e+10   
Inventory                         3.893000e+09  3.886000e+09  3.907400e+09   
Accounts Payable                  1.433300e+09  1.670600e+09  1.566800e+09   

                                    2021-06-30  
Intangible Assets                 7.985400e+09  
Capital Surplus                   6.669200e+09  
Total Liab                        4.114550e+10  
Total Stockholder Equity          6.444400e+09  
Minority Interest                 2.191000e+08  
Other Current Liab                3.878400e+09  
Total Assets                      4.780900e+10  
Common Stock                      5.981000e+08  
Other Current Assets              5.400000e+06  
Retained Earnings                 8.530100e+09  
Other Liab                        1.127500e+10  
Good Will                         3.884200e+09  
Treasury Stock                   -9.353000e+09  
Other Assets                      6.104000e+09  
Cash                              3.220000e+09  
Total Current Liabilities         1.509320e+10  
Deferred Long Term Asset Charges  2.674900e+09  
Short Long Term Debt              1.625700e+09  
Other Stockholder Equity         -9.300300e+09  
Property Plant Equipment          8.855500e+09  
Total Current Assets              1.729550e+10  
Long Term Investments             3.684400e+09  
Net Tangible Assets              -5.425200e+09  
Short Term Investments            5.120000e+07  
Net Receivables                   6.869700e+09  
Long Term Debt                    1.477730e+10  
Inventory                         3.824900e+09  
Accounts Payable                  1.597800e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                               -2.320000e+07 -1.180000e+07   
Change To Liabilities                      0.000000e+00 -6.641000e+08   
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08   
Net Borrowings                            -2.104000e+08 -2.600000e+06   
Total Cash From Financing Activities      -2.878300e+09 -1.526500e+09   
Change To Operating Activities            -4.550000e+07  2.063500e+09   
Net Income                                 1.902900e+09  1.726100e+09   
Change In Cash                            -1.359300e+09  3.030000e+07   
Repurchase Of Stock                       -1.500000e+09 -7.500000e+08   
Effect Of Exchange Rate                    3.360000e+07 -2.207000e+08   
Total Cash From Operating Activities       2.499200e+09  2.156500e+09   
Depreciation                               4.357000e+08  4.457000e+08   
Other Cashflows From Investing Activities -1.334000e+08  2.700000e+07   
Dividends Paid                            -8.855000e+08 -7.733000e+08   
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05   
Change To Netincome                        2.061000e+08  4.592000e+08   
Capital Expenditures                      -3.654000e+08 -2.914000e+08   
Change To Inventory                                 NaN -2.359000e+08   
Change To Account Receivables                       NaN -1.278300e+09   

                                             2021-09-30    2021-06-30  
Investments                               -1.077000e+08 -2.440000e+07  
Change To Liabilities                      0.000000e+00  0.000000e+00  
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08  
Net Borrowings                             3.077000e+08  2.000000e+08  
Total Cash From Financing Activities      -4.632000e+08 -1.083200e+09  
Change To Operating Activities            -6.665000e+08  2.212000e+08  
Net Income                                 1.110100e+09  1.390200e+09  
Change In Cash                             5.682000e+08  2.176000e+08  
Repurchase Of Stock                       -7.500000e+08 -5.000000e+08  
Effect Of Exchange Rate                    1.660000e+07  8.600000e+06  
Total Cash From Operating Activities       1.631300e+09  1.775500e+09  
Depreciation                               3.823000e+08  3.693000e+08  
Other Cashflows From Investing Activities -5.320000e+07  7.240000e+07  
Dividends Paid                            -7.704000e+08 -7.683000e+08  
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07  
Change To Netincome                        8.054000e+08 -2.052000e+08  
Capital Expenditures                      -3.368000e+08 -3.813000e+08  
Change To Inventory                       -2.359000e+08 -2.359000e+08  
Change To Account Receivables             -1.278300e+09 -1.278300e+09  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   6740100000  1390200000
3Q2021   6772800000  1110100000
4Q2021   7999900000  1726100000
1Q2022   7810000000  1902900000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                    1610100000.0  1959400000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2053600000.0  1839900000.0   
Minority Interest                        131200000.0   175600000.0   
Net Income                              1902900000.0  1726100000.0   
Selling General Administrative          1464600000.0  1519400000.0   
Gross Profit                            5737900000.0  5854300000.0   
Ebit                                    2663200000.0  2375500000.0   
Operating Income                        2663200000.0  2375500000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -84900000.0   -81400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150700000.0   113800000.0   
Total Revenue                           7810000000.0  7999900000.0   
Total Operating Expenses                5146800000.0  5624400000.0   
Cost Of Revenue                         2072100000.0  2145600000.0   
Total Other Income Expense Net          -609600000.0  -535600000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1902900000.0  1726100000.0   
Net Income Applicable To Common Shares  1902900000.0  1726100000.0   

                                          2021-09-30    2021-06-30  
Research Development                    1708900000.0  1672800000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1245300000.0  1593900000.0  
Minority Interest                        197100000.0   219100000.0  
Net Income                              1110100000.0  1390200000.0  
Selling General Administrative          1505300000.0  1614600000.0  
Gross Profit                            5342000000.0  5209900000.0  
Ebit                                    2127800000.0  1922500000.0  
Operating Income                        2127800000.0  1922500000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -83600000.0   -86900000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       135200000.0   203700000.0  
Total Revenue                           6772800000.0  6740100000.0  
Total Operating Expenses                4645000000.0  4817600000.0  
Cost Of Revenue                         1430800000.0  1530200000.0  
Total Other Income Expense Net          -882500000.0  -328600000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1110100000.0  1390200000.0  
Net Income Applicable To Common Shares  1110100000.0  1390200000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  24466874    2021-12-30   
1                            Vanguard 500 Index Fund  16814257    2021-12-30   
2                             Vanguard/Primecap Fund  16263808    2021-12-30   
3              Vanguard Specialized-Health Care Fund  10213125    2022-01-30   
4                             SPDR S&P 500 ETF Trust   8436788    2022-01-30   
5                            Fidelity 500 Index Fund   8130898    2022-02-27   
6                           iShares Core S&P 500 ETF   6602520    2022-01-30   
7                    Vanguard Index-Value Index Fund   6578581    2021-12-30   
8                            Fidelity Contrafund Inc   6465969    2022-02-27   
9  Vanguard Institutional Index Fund-Institutiona...   5982359    2021-12-30   

    % Out       Value  
0  0.0258  6758239936  
1  0.0177  4644434068  
2  0.0171  4492389045  
3  0.0107  2506198743  
4  0.0089  2070303407  
5  0.0086  2032317955  
6  0.0069  1620192382  
7  0.0069  1817135643  
8  0.0068  1616168951  
9  0.0063  1652447202  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                     0
peerCount                           83
governanceScore                  11.56
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance               LEAD_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile                 0
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  9.871818   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80514  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  45886316544        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.438094                     0.364858       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216   18.10045  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 112.440002 114.972524 130.979841 146.987158 116.34127 14.566462 87.208346 145.474193
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VLO 1.3872 112.440002 90552079.101562 0.691389 0.569718 0.530999
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 317.1522116457144 364.5902798516252
test cv mean error, stdev (10 folds): 348.4664863354353 368.0112218992618
sell date: 2022-09-23
expected return: 0.03125312454311619
discounted return: 0.0003173151639344063
quarter return: 1.0296185196556262
['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 39.220001 39.703868 46.051746 52.399625 42.946032 3.294685 36.356662 49.535402
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
APA 0.999608 39.220001 204531248.4375 0.713933 0.302651 0.445144
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 47.19517775857519 46.896895105345905
test cv mean error, stdev (10 folds): 51.47031682136132 47.097832210472035
sell date: 2022-07-15
expected return: 0.07803719469902784
discounted return: 0.002786912363174965
quarter return: 1.2918035249477826
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
        beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  1.12745        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  11.328186    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.19334  Packaged Foods  7149453824         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.59    2.745392   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.454094       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         243676000       2.43  725539968             3.019  3755959040   

    totalRevenue  
PPC  15744428032  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 29.34 28.165931 31.419048 34.672164 28.426667 2.86898 22.688707 34.164626
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
PPC 1.275425 29.34 17241312.5 0.741748 0.282386 0.556574
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 26.767895680888554 40.45510269367232
test cv mean error, stdev (10 folds): 28.55364065607615 42.01427294468685
sell date: 2022-06-24
expected return: 3.5831703451015226e-06
discounted return: 5.971941658966529e-07
quarter return: 1.0000549433561878
['quarterly_balance_sheet',                                     2022-03-27    2021-12-26    2021-09-26  \
Intangible Assets                 9.385640e+08  9.632430e+08  1.028664e+09   
Capital Surplus                   1.966066e+09  1.964028e+09  1.962750e+09   
Total Liab                        6.524261e+09  6.324271e+09  6.216460e+09   
Total Stockholder Equity          2.781630e+09  2.577080e+09  2.604243e+09   
Minority Interest                 1.197600e+07  1.185400e+07  1.214000e+07   
Other Current Liab                3.009220e+08  3.085060e+08  4.109530e+08   
Total Assets                      9.317867e+09  8.913205e+09  8.832843e+09   
Common Stock                      2.616000e+06  2.614000e+06  2.614000e+06   
Other Current Assets              6.858900e+07  4.054500e+07  6.656900e+07   
Retained Earnings                 1.284007e+09  1.003569e+09  9.668150e+08   
Other Liab                        4.077630e+08  4.709210e+08  5.265940e+08   
Good Will                         1.320100e+09  1.337252e+09  1.381872e+09   
Treasury Stock                   -4.710590e+08 -3.931310e+08 -3.279360e+08   
Other Assets                      3.726000e+07  3.772400e+07  3.165500e+07   
Cash                              7.255400e+08  4.276610e+08  5.110840e+08   
Total Current Liabilities         2.475775e+09  2.390823e+09  2.270929e+09   
Deferred Long Term Asset Charges  5.191000e+06  5.314000e+06  5.465000e+06   
Short Long Term Debt              3.616200e+07  2.541400e+07  2.023000e+07   
Other Stockholder Equity         -9.890200e+07 -4.799700e+07  1.719800e+07   
Property Plant Equipment          3.229118e+09  3.269032e+09  3.148945e+09   
Total Current Assets              3.792825e+09  3.305954e+09  3.241707e+09   
Net Tangible Assets               5.229660e+08  2.765850e+08  1.937070e+08   
Net Receivables                   1.086588e+09  1.042610e+09  9.425350e+08   
Long Term Debt                    3.373573e+09  3.187543e+09  3.191270e+09   
Inventory                         1.708995e+09  1.575658e+09  1.556821e+09   
Accounts Payable                  1.448846e+09  1.400394e+09  1.183460e+09   

                                    2021-06-27  
Intangible Assets                 5.895360e+08  
Capital Surplus                   1.959558e+09  
Total Liab                        5.154333e+09  
Total Stockholder Equity          2.582482e+09  
Minority Interest                 1.203000e+07  
Other Current Liab                5.448970e+08  
Total Assets                      7.748845e+09  
Common Stock                      2.614000e+06  
Other Current Assets              1.300070e+08  
Retained Earnings                 9.060900e+08  
Other Liab                        4.179760e+08  
Good Will                         1.024900e+09  
Treasury Stock                   -2.857800e+08  
Other Assets                      3.233100e+07  
Cash                              3.918050e+08  
Total Current Liabilities         2.244714e+09  
Deferred Long Term Asset Charges  5.494000e+06  
Short Long Term Debt              2.593100e+07  
Other Stockholder Equity          5.935400e+07  
Property Plant Equipment          2.972778e+09  
Total Current Assets              3.129300e+09  
Net Tangible Assets               9.680460e+08  
Net Receivables                   9.186950e+08  
Long Term Debt                    2.268842e+09  
Inventory                         1.530014e+09  
Accounts Payable                  1.100759e+09  ]
['quarterly_cashflow',                                             2022-03-27   2021-12-26  \
Change To Liabilities                       -2454000.0   84657000.0   
Total Cashflows From Investing Activities  -85576000.0 -111842000.0   
Net Borrowings                             196412000.0    -235000.0   
Total Cash From Financing Activities       166330000.0    -235000.0   
Change To Operating Activities              -8946000.0  -75981000.0   
Net Income                                 280438000.0   36754000.0   
Change In Cash                             305677000.0 -115074000.0   
Repurchase Of Stock                        -28984000.0  -28984000.0   
Effect Of Exchange Rate                     -2073000.0   -1961000.0   
Total Cash From Operating Activities       226996000.0   -1036000.0   
Depreciation                               102142000.0  106488000.0   
Change To Inventory                       -146035000.0  -28211000.0   
Change To Account Receivables              -66669000.0 -120429000.0   
Other Cashflows From Financing Activities   -1098000.0   -1098000.0   
Change To Netincome                        -17969000.0  -54879000.0   
Capital Expenditures                       -81578000.0 -100851000.0   

                                             2021-09-26   2021-06-27  
Change To Liabilities                      8.445000e+06  506670000.0  
Total Cashflows From Investing Activities -1.049512e+09  -73266000.0  
Net Borrowings                             9.280300e+08  -97181000.0  
Total Cash From Financing Activities       9.143870e+08 -105831000.0  
Change To Operating Activities             1.507300e+07  -25391000.0  
Net Income                                 6.072500e+07 -166687000.0  
Change In Cash                             7.517800e+07   79777000.0  
Repurchase Of Stock                       -2.898400e+07  -28984000.0  
Effect Of Exchange Rate                   -2.240000e+06     371000.0  
Total Cash From Operating Activities       2.125430e+08  258503000.0  
Depreciation                               9.207600e+07   95728000.0  
Change To Inventory                        2.429400e+07  -91397000.0  
Change To Account Receivables             -2.133800e+07  -62718000.0  
Other Cashflows From Financing Activities -1.364300e+07   -8650000.0  
Change To Netincome                        1.158100e+07  -20393000.0  
Capital Expenditures                      -9.707600e+07  -81577000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3637698000 -166687000
3Q2021   3827566000   60725000
4Q2021   4038769000   36754000
1Q2022   4240395000  280438000]
['quarterly_financials',                                           2022-03-27    2021-12-26  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        355779000.0    41659000.0   
Minority Interest                         11976000.0    11854000.0   
Net Income                               280438000.0    36754000.0   
Selling General Administrative           120323000.0    35329000.0   
Gross Profit                             541980000.0   352500000.0   
Ebit                                     421657000.0   317171000.0   
Operating Income                         421657000.0   317171000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -36296000.0   -34974000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        75219000.0     5191000.0   
Total Revenue                           4240395000.0  4038769000.0   
Total Operating Expenses                3818738000.0  3721598000.0   
Cost Of Revenue                         3698415000.0  3686269000.0   
Total Other Income Expense Net           -65878000.0  -275512000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           280560000.0    36468000.0   
Net Income Applicable To Common Shares   280438000.0    36754000.0   

                                          2021-09-26    2021-06-27  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         91220000.0  -176315000.0  
Minority Interest                         12140000.0    12030000.0  
Net Income                                60725000.0  -166687000.0  
Selling General Administrative           250844000.0   102959000.0  
Gross Profit                             371843000.0   380241000.0  
Ebit                                     120999000.0   277282000.0  
Operating Income                         120999000.0   277282000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -29833000.0   -50651000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        30385000.0    -9812000.0  
Total Revenue                           3827566000.0  3637698000.0  
Total Operating Expenses                3706567000.0  3360416000.0  
Cost Of Revenue                         3455723000.0  3257457000.0  
Total Other Income Expense Net           -29779000.0  -453597000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            60835000.0  -166503000.0  
Net Income Applicable To Common Shares    60725000.0  -166687000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  1391177    2021-12-30   
1                        iShares Core S&P Midcap ETF  1354194    2022-01-30   
2                      Vanguard Small-Cap Index Fund  1226527    2021-12-30   
3                Vanguard Small Cap Value Index Fund   778076    2021-12-30   
4                Vanguard Extended Market Index Fund   647608    2021-12-30   
5                    DFA U.S. Small Cap Value Series   494751    2022-01-30   
6  First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap...   488488    2022-02-27   
7                     SPDR S&P Mid Cap 400 ETF Trust   418251    2022-01-30   
8                   IShares S&P Midcap 400 Value ETF   353867    2022-01-30   
9               Vanguard Consumer Staples Index Fund   342523    2022-02-27   

    % Out     Value  
0  0.0058  39231191  
1  0.0056  37876806  
2  0.0051  34588061  
3  0.0032  21941743  
4  0.0027  18262545  
5  0.0021  13838185  
6  0.0020  11518547  
7  0.0017  11698480  
8  0.0015   9897659  
9  0.0014   8076692  ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 24.15 25.128986 29.471905 33.814823 26.957624 2.372893 22.211838 31.70341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MRO 1.000459 24.15 490057840.234375 0.691969 0.80545 0.53536
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 12.692432412590874 12.658305738958342
test cv mean error, stdev (10 folds): 13.816439192514759 12.742004604225077
sell date: 2022-06-24
expected return: 0.01931126866256095
discounted return: 0.00319294870710074
quarter return: 1.340822605801948
['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 58.02 63.067854 72.56 82.052146 65.759365 6.444488 52.870389 78.648341
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
DVN 1.104104 58.02 237878397.65625 0.701688 0.885466 0.540317
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 68.71417504199978 62.17975730670345
test cv mean error, stdev (10 folds): 74.8364635408426 61.97296178663387
sell date: 2022-08-26
expected return: 0.19567618412251
discounted return: 0.0025933841164804683
quarter return: 1.2690676450165288
['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
UTHR  0.639732         8.84       19.156          7.246  959200000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
UTHR       0.54244  11.61131    514424992      0.92908   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                 0.99621  Biotechnology  10230438912         797100032   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.51422           0     6.92    2.448979   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     5.785466       0.38873      8.333        0.11365   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR        0.18038         0.218          39.252  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45299500       4.37  2267699968             50.06  800000000   

     totalRevenue trailingPE  
UTHR   1768300032  15.645306  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 219.380005 194.589531 219.462223 244.334915 195.494921 19.533079 156.428764 234.561078
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
UTHR 1.481235 219.380005 8360250.78125 0.878858 0.826178 0.414478
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 531.9683167236265 452.06536333131106
test cv mean error, stdev (10 folds): 561.1667761631824 464.1350765775999
sell date: 2022-08-26
expected return: 0.04782932199603667
discounted return: 0.0006773410592377793
quarter return: 1.0642754964010441
['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                  None
peerCount                           83
governanceScore                   7.41
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile              None
militaryContract                 False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 28.5 25.427799 27.012222 28.596646 26.44746 1.162243 24.122974 28.771947
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
VIVO 0.591657 28.5 11730103.320312 0.878325 0.565494 0.431737
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 13.78828049725383 13.738014693840999
test cv mean error, stdev (10 folds): 15.089252687370422 13.74731059302835
sell date: 2022-09-23
expected return: 0.15053752325427533
discounted return: 0.0014467077899793512
quarter return: 1.142251064182574
['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83062   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 37.82 32.048974 43.306825 54.564677 37.893968 5.380754 27.132461 48.655476
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
ROCC 1.213679 37.82 11962556.054688 0.666102 0.594188 0.577777
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 73.68165632851665 104.52540939563205
test cv mean error, stdev (10 folds): 78.01204327647841 108.68230107955519
sell date: 2022-06-24
expected return: 2.7276508304821144e-05
discounted return: 4.546033051111564e-06
quarter return: 1.0004183215621212
['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0176   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  7.529317  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81349  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  121247997952       19983998976          0.33401      0.2348     0.48   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    2.463471                     2.208525       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    9.71701  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.739998 99.652102 112.199365 124.746628 104.355397 7.447422 89.460553 119.250241
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
COP 0.95084 93.739998 189274208.203125 0.685759 0.80033 0.48084
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 146.57805524621241 144.15463593023645
test cv mean error, stdev (10 folds): 160.23698597176514 144.244439582369
sell date: 2022-09-23
expected return: 0.18761434275396785
discounted return: 0.0017742168152898863
quarter return: 1.1771347611364196
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 55.68 56.839295 65.607143 74.374991 61.382222 4.693201 51.995819 70.768625
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
OXY 1.190976 55.68 498984476.953125 0.71978 0.690434 0.542013
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 67.21993373712324 59.73887066111215
test cv mean error, stdev (10 folds): 72.475170600916 60.18150263676098
sell date: 2022-09-23
expected return: 0.23160518895383148
discounted return: 0.002149919628264385
quarter return: 1.21845089162151
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]
Adj Close 21dBOLD 21dMA-TP 21dBOLU 90dSMA 90dSDev 90d_lower 90d_upper
2022-06-17 93.139999 89.504506 94.30381 99.103114 92.664127 3.996399 84.671329 100.656925
volume_factor latest_p vol_30d_2yr pct_2yr adf hurst
MGPI 1.204144 93.139999 2319158.789062 0.847493 0.649088 0.471114
l axis
legend
blue symbol
green trailing_1yr_max
red trailing_1yr_min
orange 30d_vol_2yr
black risk_trend_factor/linear
yellow supply_trend_1yr
     
r axis
legend
magenta sector
cyan index
     
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks
2022-06-17
2022-06-24
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 108.84844216056213 108.3305131858911
test cv mean error, stdev (10 folds): 117.69850070122239 109.76106620833859
sell date: 2022-09-16
expected return: 0.117659139799815
discounted return: 0.0012367246066797843
quarter return: 1.1204253223659248
exp_return sell_date stop_loss_price days_delta disc_rtn qtr_rtn outer_cv_avg_rmse_n11 outer_cv_std_n11 mean_revert_flag pi_lower pi_upper price Sector Index error_price_ratio std_price_ratio
SYMBOL
CEIX 0.703694 2022-09-16 39.043539 90 0.005938 1.723985 36.226317 60.302806 False 36.015583 179.258066 46.150002 Energy SP600 0.784969 1.306670
AZPN 0.266130 2022-08-05 191.250372 48 0.004928 1.571870 536.281428 511.570565 False 184.958582 310.577160 189.199997 Technology SP400 2.834468 2.703861
GO 0.127318 2022-07-22 38.488688 34 0.003531 1.383028 23.788533 17.286792 False 34.838240 58.804077 40.150002 Consumer Defensive SP400 0.592491 0.430555
MRO 0.019311 2022-06-24 22.722915 6 0.003193 1.340823 13.816439 12.742005 False 20.829462 29.091750 24.150000 Energy SP500 0.572109 0.527619
APA 0.078037 2022-07-15 34.652185 27 0.002787 1.291804 51.470317 47.097832 False 23.401851 72.199192 39.220001 Energy SP500 1.312349 1.200863
DVN 0.195676 2022-08-26 55.600653 69 0.002593 1.269068 74.836464 61.972962 False 31.745381 149.517122 58.020000 Energy SP500 1.289839 1.068131
OXY 0.231605 2022-09-23 52.689332 97 0.002150 1.218451 72.475171 60.181503 False 37.114114 137.681356 55.680000 Energy SP500 1.301637 1.080846
VPU 0.027129 2022-07-01 139.692828 13 0.002061 1.208564 285.003324 656.825284 False 134.258472 157.200137 141.440002 error nan 2.015012 4.643844
TVTY 0.107950 2022-08-12 28.370434 55 0.001866 1.187052 19.958987 15.095907 False 17.720075 69.815012 32.130001 error SP600 0.621195 0.469838
VNQ 0.011191 2022-06-24 85.823057 6 0.001857 1.186067 167.133480 335.246219 False 82.964663 94.792159 87.699997 error nan 1.905741 3.822648
LNTH 0.180050 2022-09-16 55.858596 90 0.001841 1.184399 42.361418 59.407851 False 39.336281 130.518116 60.720001 Healthcare SP600 0.697652 0.978390
COP 0.187614 2022-09-23 92.258599 97 0.001774 1.177135 160.236986 144.244440 False 74.317474 169.498786 93.739998 Energy SP500 1.709377 1.538772
FCN 0.136413 2022-09-02 158.195205 76 0.001684 1.167423 109.639132 46.897924 False 140.059723 240.993608 164.020004 error SP400 0.668450 0.285928
ROG 0.141909 2022-09-09 243.123607 83 0.001600 1.158459 1106.816691 1545.323948 False 176.094236 496.726106 259.380005 error SP600 4.267163 5.957761
SAFM 0.061346 2022-07-29 201.790554 41 0.001453 1.142932 459.890089 617.424184 False 176.827922 276.428658 208.309998 Consumer Defensive SP400 2.207720 2.963968
VIVO 0.150538 2022-09-23 25.787355 97 0.001447 1.142251 15.089253 13.747311 False 18.479650 55.074628 28.500000 error SP600 0.529447 0.482362
BANF 0.035293 2022-07-15 90.123403 27 0.001285 1.125451 118.635699 88.263651 False 80.750862 122.187345 94.860001 error SP600 1.250640 0.930462
MGPI 0.117659 2022-09-16 87.798993 90 0.001237 1.120425 117.698501 109.761066 False 66.046145 162.382737 93.139999 error SP600 1.263673 1.178453
MPC 0.106913 2022-09-09 83.505263 83 0.001225 1.119172 150.673043 163.872637 False 58.913545 162.024290 87.290001 Energy SP500 1.726120 1.877336
MDYG 0.082567 2022-08-26 58.996999 69 0.001150 1.111577 92.566300 171.541962 False 53.929058 78.355528 59.930000 error nan 1.544574 2.862372
VIS 0.070728 2022-08-26 158.178942 69 0.000991 1.095399 522.769332 837.226282 False 141.401483 208.025868 159.809998 error nan 3.271193 5.238886
LLY 0.073172 2022-09-02 285.779513 76 0.000930 1.089247 433.702332 286.093400 False 242.510259 395.449392 290.899994 Healthcare SP500 1.490898 0.983477
VDE 0.083754 2022-09-16 100.482864 90 0.000894 1.085693 212.289077 224.133796 False 70.693429 183.953627 102.349998 error nan 2.074148 2.189876
SLY 0.055532 2022-08-26 76.489281 69 0.000784 1.074720 137.652934 194.205069 False 65.896695 103.418064 78.089996 error nan 1.762747 2.486939
TWI 0.073936 2022-09-23 16.068676 97 0.000736 1.069995 4.868335 6.397286 False 8.676500 40.519143 17.520000 Industrials SP600 0.277873 0.365142
WRB 0.068267 2022-09-16 64.971031 90 0.000734 1.069836 37.077873 65.039031 False 56.832128 92.111429 66.820000 Financial Services SP500 0.554892 0.973347
SJI 0.070747 2022-09-23 32.889464 97 0.000705 1.066981 8.673775 8.038840 False 25.998074 51.580453 34.200001 error SP600 0.253619 0.235054
VAW 0.004089 2022-06-24 158.825796 6 0.000680 1.064576 311.019484 418.064742 False 152.859283 174.389166 162.800003 error nan 1.910439 2.567965
UTHR 0.047829 2022-08-26 204.891892 69 0.000677 1.064275 561.166776 464.135077 False 173.434608 304.676821 219.380005 Healthcare SP400 2.557967 2.115667
VDC 0.031438 2022-08-12 174.298393 55 0.000563 1.053142 195.945343 249.963928 False 162.609504 203.779047 177.059998 error nan 1.106661 1.411747
VOX 0.039138 2022-08-26 89.953669 69 0.000557 1.052521 142.340034 124.210714 False 80.503471 115.879259 92.860001 error nan 1.532846 1.337613
VFH 0.037342 2022-08-26 74.556802 69 0.000531 1.050097 110.844841 128.669516 False 63.537636 97.062488 75.849998 error nan 1.461369 1.696368
SPTM 0.003188 2022-06-24 44.300396 6 0.000531 1.050018 28.190470 43.995278 False 43.146336 47.886053 45.310001 error nan 0.622169 0.970984
MCK 0.046541 2022-09-16 289.437101 90 0.000506 1.047600 436.745527 368.056923 False 239.472835 410.629816 300.570007 Healthcare SP500 1.453058 1.224530
PLAB 0.006555 2022-07-01 18.006029 13 0.000503 1.047320 4.293160 5.320768 False 16.196187 22.940316 19.150000 Technology SP600 0.224186 0.277847
Y 0.048191 2022-09-23 801.770778 97 0.000485 1.045652 8115.112661 8822.793732 False 657.946896 1151.780407 830.500000 Financial Services SP400 9.771358 10.623472
PSB 0.023281 2022-08-05 177.144707 48 0.000480 1.045098 405.853164 504.888407 False 158.880893 227.808830 185.919998 error SP400 2.182945 2.715622
VCR 0.022549 2022-08-05 219.590764 48 0.000465 1.043666 1337.174845 1906.398611 False 190.304939 280.308059 225.869995 error nan 5.920108 8.440247
ACC 0.035051 2022-09-02 60.321554 76 0.000453 1.042585 66.265128 144.037066 False 49.371340 89.719181 64.230003 Real Estate SP400 1.031685 2.242520
DINO 0.043924 2022-09-23 43.079100 97 0.000443 1.041614 75.884247 79.445515 False 26.301066 84.604433 45.000000 Energy SP400 1.686317 1.765456
SPY 0.030829 2022-08-26 359.846765 69 0.000440 1.041315 1700.987372 2487.216176 False 319.085816 445.754269 365.859985 error nan 4.649285 6.798273
VGT 0.029918 2022-08-26 310.186364 69 0.000427 1.040088 1427.680393 1267.772357 False 267.861073 408.076790 319.809998 error nan 4.464152 3.964142
MANT 0.038042 2022-09-23 91.148097 97 0.000385 1.036046 75.670838 58.095909 False 72.068787 134.340780 94.790001 Technology SP600 0.798300 0.612891
VHT 0.026686 2022-08-26 214.405286 69 0.000382 1.035739 393.713724 549.759725 False 191.785844 266.521869 220.210007 error nan 1.787901 2.496525
GCP 0.028888 2022-09-09 29.346130 83 0.000343 1.032071 8.753591 9.621973 False 22.921168 46.439649 30.930000 error SP600 0.283013 0.311089
VLO 0.031253 2022-09-23 106.407489 97 0.000317 1.029619 348.466486 368.011222 False 72.808431 186.369216 112.440002 Energy SP500 3.099133 3.272956
MTOR 0.007027 2022-07-22 33.319999 34 0.000206 1.019129 25.484582 23.006729 False 26.435223 49.551365 35.939999 error SP600 0.709087 0.640143
HRB 0.009337 2022-09-23 31.635959 97 0.000096 1.008854 7.292314 6.519289 False 23.489333 47.231297 33.000000 Consumer Cyclical SP400 0.220979 0.197554
ROCC 0.000027 2022-06-24 33.544830 6 0.000005 1.000418 78.012043 108.682301 False 29.268629 48.872478 37.820000 Energy SP600 2.062719 2.873673
PPC 0.000004 2022-06-24 28.022385 6 0.000001 1.000055 28.553641 42.014273 False 26.704665 32.235633 29.340000 Consumer Defensive SP400 0.973198 1.431979
PBF -0.002012 2022-06-24 29.842684 6 -0.000336 0.969596 30.715008 25.661939 False 26.608072 40.084929 32.980000 Energy SP600 0.931322 0.778106
XOM -0.004465 2022-06-24 82.113684 6 -0.000746 0.933681 148.367528 166.701993 False 78.858756 94.164821 86.120003 Energy SP500 1.722800 1.935694
SM -0.022212 2022-06-24 34.516857 6 -0.003737 0.708632 41.847934 46.453123 False 30.205741 49.911420 39.709999 Energy SP600 1.053839 1.169809